Viscosity methods giving uniqueness for martingale problems (Q2515934)
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scientific article
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| English | Viscosity methods giving uniqueness for martingale problems |
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Viscosity methods giving uniqueness for martingale problems (English)
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7 August 2015
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martingale problem
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uniqueness
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viscosity solution
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boundary conditions
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jump-diffusion processes
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metric space
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0.7909887433052063
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0.7790251970291138
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